+175.6%
RCL vs FDX
+63.5%
+112.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -5.1% | -2.5% | -2.6% | -4.0% |
| 30D | -19.0% | +3.8% | -22.8% | -20.5% |
| 3M | -9.6% | -1.3% | -8.3% | -9.2% |
| 6M | -6.7% | +5.0% | -11.7% | -9.3% |
| YTD | -3.9% | +39.6% | -43.6% | -17.6% |
| 1Y | -25.1% | +81.1% | -106.2% | -42.7% |
| All | +175.6% | +63.5% | +112.0% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling